-29.3%
AFRM vs DG
-32.4%
+3.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.7% |
| 7D | -7.3% | +1.1% | -8.4% | -7.4% |
| 30D | -9.6% | +9.5% | -19.1% | -10.8% |
| 3M | -11.1% | +5.5% | -16.5% | -11.9% |
| 6M | +3.9% | +16.1% | -12.2% | +1.3% |
| YTD | -8.5% | +2.7% | -11.2% | -9.6% |
| 1Y | +3.3% | +42.1% | -38.8% | -2.2% |
| 3Y | +213.7% | +19.3% | +194.5% | +183.3% |
| 5Y | -58.5% | -35.3% | -23.2% | -40.8% |
| All | -29.3% | -32.4% | +3.1% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling